Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 280771.8576 | 60351.1589 | 220420.6987 | 80122.5714 | -128360.4538 | 208483.0252 |
Total P&L (%) | 280.7719 | 60.3512 | 220.4207 | 80.1226 | -128.3605 | 208.483 |
Avg Daily Profit (%) | 0.1887 | 0.0406 | 0.1481 | 0.0395 | 0 | 0.0757 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -101999 | -79187 | -84162 | -440147 | -295628 | -374072 |
Profit Factor | 1.3173 | 1.1353 | 1.5021 | 1.0258 | 0.9173 | 1.1343 |
Total Trades | 268 | 134 | 134 | 268 | 134 | 134 |
Winning Trades | 191 | 89 | 102 | 191 | 89 | 102 |
Losing Trades | 77 | 45 | 32 | 77 | 45 | 32 |
Profitability (%) | 71.2687 | 66.4179 | 76.1194 | 71.2687 | 66.4179 | 76.1194 |
Ratio Avg Win / Avg Loss | 0.531 | 0.574 | 0.4713 | 0.4136 | 0.4638 | 0.3559 |
Largest Winning Trade | 26605 | 26605 | 25987 | 90226 | 90226 | 73573 |
Largest Losing Trade | -68460 | -35707 | -68460 | -313120 | -156336 | -313120 |
Avg Bars in Trades | 21 | 19 | 23 | 21 | 19 | 23 |
Avg Bars in Winners | 12 | 10 | 13 | 12 | 10 | 13 |
Avg Bars in Losers | 44 | 38 | 52 | 44 | 38 | 52 |
Bars Traded | 5723 | 2632 | 3091 | 5723 | 2632 | 3091 |
Profit Streak | 20.1248 | 28.1248 | 20.1248 | 20.1248 | 28.1248 | 20.1248 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 430315 | -209527 | 310315 | -327960 | -577561 | -161978 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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